+268.7%
LSBK vs SPY
+755.4%
-486.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | +1.2% | +0.1% | +1.1% | +1.1% |
| 30D | +1.8% | +0.1% | +1.8% | +1.8% |
| 3M | +11.4% | +2.0% | +9.4% | +11.0% |
| 6M | +13.1% | +13.0% | +0.1% | +11.3% |
| YTD | +20.6% | +13.5% | +7.0% | +18.5% |
| 1Y | +34.3% | +20.0% | +14.3% | +31.0% |
| 3Y | +146.6% | +77.2% | +69.4% | +129.0% |
| 5Y | +82.7% | +81.9% | +0.8% | +68.5% |
| 10Y | +132.6% | +314.1% | -181.5% | +98.1% |
| All | +268.7% | +755.4% | -486.6% | +228.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling